+87.0%
PR vs PFGC
+12.5%
+74.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +13.5% | -20.1% | -3.5% |
| 7D | -12.1% | +13.9% | -26.0% | -9.2% |
| 30D | +0.9% | +18.4% | -17.5% | +4.9% |
| 3M | +10.1% | -2.5% | +12.7% | +12.0% |
| 6M | +1.1% | +26.0% | -24.9% | +6.2% |
| YTD | +63.7% | +21.9% | +41.8% | +69.8% |
| 1Y | +87.0% | +13.4% | +73.7% | +99.2% |
| All | +87.0% | +12.5% | +74.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling